-62.3%
BAX vs OUST
-65.4%
+3.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.8% | +3.6% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +9.4% | -24.0% | +33.4% | +10.1% |
| 3M | -6.5% | -29.9% | +23.4% | -5.8% |
| 6M | +59.6% | +19.1% | +40.4% | +56.7% |
| YTD | +38.9% | +55.0% | -16.1% | +34.8% |
| 1Y | +48.0% | +21.2% | +26.8% | +44.5% |
| 3Y | -17.5% | +626.0% | -643.5% | -25.3% |
| 5Y | -62.7% | -51.6% | -11.1% | -66.4% |
| All | -62.3% | -65.4% | +3.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling